+727.5%
IWF vs RBA
+2,950.1%
-2,222.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +0.5% | -2.9% | +3.5% | +1.3% |
| 30D | -0.4% | -12.3% | +11.9% | +2.9% |
| 3M | -2.6% | -20.5% | +17.9% | +2.7% |
| 6M | +9.1% | -18.5% | +27.7% | +14.1% |
| YTD | +4.5% | -18.2% | +22.7% | +8.8% |
| 1Y | +10.1% | -27.5% | +37.6% | +18.1% |
| 3Y | +77.6% | +38.1% | +39.6% | +58.8% |
| 5Y | +73.7% | +44.8% | +28.9% | +50.1% |
| 10Y | +411.5% | +187.1% | +224.4% | +257.9% |
| All | +727.5% | +2,950.1% | -2,222.6% | +242.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling